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United Airlines options imply 8.5% move in share price post-earnings

United Airlines options imply 8.5% move in share price post-earnings

Pre-earnings options volume in United Airlines (UAL) is 2.2x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 8.5%, or $9.35, after results are released. Median move over the past eight quarters is 6.4%.

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